If there are any differences from AutoCAD 2005 please leave a comment here or drop me an email and I'll answer your questions.
"The first step in implementing sheet set functionality is to create a sheet set. You can create a sheet set using an example sheet set or by importing existing drawing layouts as sheets. Although AutoCAD includes several example sheet sets, it is unlikely that they will meet your specific needs. I suggest that you create your first sheet set by importing drawings from one of your existing projects. After you configure your first sheet set to meet your needs, you can use it as an example to create future sheet sets.
In order for you to create a new sheet set based on existing drawings, those drawings must use layouts. Don’t worry about “messing up” your drawings by creating a sheet set. A sheet set is simply an XML-based file with a DST extension, which has pointers to your drawing files. "
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